+30.6%
VCIT vs DVA
+212.5%
-181.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.1% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +1.8% | +3.5% | -1.7% | +1.7% |
| 3M | -1.6% | +1.0% | -2.5% | -1.6% |
| 6M | -2.1% | -6.6% | +4.5% | -2.1% |
| YTD | -1.6% | +63.3% | -64.9% | -2.9% |
| 1Y | -0.8% | +50.0% | -50.8% | -2.0% |
| 3Y | +19.9% | +120.1% | -100.1% | +17.2% |
| 5Y | +3.3% | +73.7% | -70.4% | +1.0% |
| 10Y | +30.6% | +212.7% | -182.1% | +27.2% |
| All | +30.6% | +212.5% | -181.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling